My baby comes back home with hospital clothes. We didn’t change her actually when discharging. However if you want to change your baby clothes, it’s up to u to decide if you want long sleeves or not as your baby will be swaddle up.
My baby wore long sleeved footed romper as it's easier to strap him in his car seat. If u're not putting him in car seat, any kind of clothes will do as baby will be swaddled anyway.